Do you find any differentially expressed genes? These will correspond to those significant at an FDR of 0.05, by default. There should be 4 genes. They make this easy to putting a "yes" on the last column for genes that are significant.

grep yes gene_exp.diff

Step 3: Are these 4 genes associated with any GO terms?

GO Terms, or "Gene Ontology" terms are a controlled vocabulary of gene functions that are described by GO annotations. Now that you have a list of genes, you can head to GOEAST web tool here: GOEAST. Select yeast (S. cerevisiae) from the species pull-down menu. I think you also need to select the Gene Symbol check box. The Step Optional button opens up numerous options. Let's use Hochberg (Benjamini-Hochberg) with an FDR of 0.05.

Bonus: If you want to take it further, you could re-do this project with the full dataset here: GEO link, although you should expect a decent runtime to do the full set.